Anda di halaman 1dari 2

E6.

1
a. The estimated effect is -253.23.
Dependent Variable: BIRTHWEIGHT
Method: Least Squares
Date: 10/11/16 Time: 13:30
Sample: 1 3000
Included observations: 3000
White heteroskedasticity-consistent standard errors & covariance
Variable

Coefficient

Std. Error

t-Statistic

Prob.

SMOKER
C

-253.2284
3432.060

26.81039
11.89053

-9.445158
288.6380

0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Prob(Wald F-statistic)

0.028604
0.028280
583.7297
1.02E+09
-23364.13
88.27934
0.000000
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
Wald F-statistic

3382.934
592.1629
15.57742
15.58142
15.57886
1.972896
89.21100

b. 1. Bad habits such as drinking and smoking are probably correlated.


Careless mothers who choose to smoke during pregnancy are more
likely to miss prenatal visit. Both the habit of drinking and the number
of prenatal visit affect the birthweight of the newborns. So the omitted
variables are correlated with the included variable and affects the
outcome. This indicates the existence of the omitted variable bias.
2. The previous estimator of the coefficient is -253.23. Now it becomes
-217.58. The difference is -35.65. Cannot say if the difference is
significant or not because we do not have the SE of the difference. But
it seems the regression does suffer from the omitted variable bias
because the coefficient for nprevist is quite significant.
Dependent Variable: BIRTHWEIGHT
Method: Least Squares
Date: 10/11/16 Time: 13:45
Sample: 1 3000
Included observations: 3000
White heteroskedasticity-consistent standard errors & covariance
Variable

Coefficient

Std. Error

t-Statistic

Prob.

SMOKER
ALCOHOL
NPREVIST
C

-217.5801
-30.49129
34.06991
3051.249

26.10764
72.59671
3.608326
43.71445

-8.333963
-0.420009
9.442028
69.79954

0.0000
0.6745
0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Prob(Wald F-statistic)

0.072850
0.071922
570.4708
9.75E+08
-23294.20
78.46971
0.000000
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
Wald F-statistic

3382.934
592.1629
15.53213
15.54014
15.53501
1.973814
59.48408

3. 3051.25 217.58 + 8*34.07 = 3106.23


d. 1. If we include Tripre1, then Tripre0 + Tripre1 + Tripre2 + Tripre3 = 1. We
have perfect collinearity.

2. Given everything else equal, the birthweight drops 697.97g if the mother
does not make any prenatal visit compared to a mother who makes the visit in
the first trimester.
Dependent Variable: BIRTHWEIGHT
Method: Least Squares
Date: 10/11/16 Time: 13:48
Sample: 1 3000
Included observations: 3000
White heteroskedasticity-consistent standard errors & covariance
Variable

Coefficient

Std. Error

t-Statistic

Prob.

SMOKER
ALCOHOL
TRIPRE0
TRIPRE2
TRIPRE3
C

-228.8476
-15.09998
-697.9687
-100.8373
-136.9553
3454.549

26.54889
69.70306
146.5788
31.55296
67.69577
12.48167

-8.619854
-0.216633
-4.761732
-3.195810
-2.023099
276.7697

0.0000
0.8285
0.0000
0.0014
0.0432
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Prob(Wald F-statistic)

0.046466
0.044873
578.7243
1.00E+09
-23336.29
29.17949
0.000000
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat
Wald F-statistic

3382.934
592.1629
15.56153
15.57354
15.56585
1.976282
23.21767

3. Interpretation for the Coefficient for tripre2 (tripre3): given everything else
equal, the birthweight drops 100.84g (136.96g) if the mother make the
prenatal visit in the second (third) trimester compared to a mother who makes
the visit in the first trimester.
4. No.

Anda mungkin juga menyukai